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 Statistical Learning


Domain Elastic Transform: Bayesian Function Registration for High-Dimensional Scientific Data

arXiv.org Machine Learning

Nonrigid registration is conventionally divided into point set registration, which aligns sparse geometries, and image registration, which aligns continuous intensity fields on regular grids. However, this dichotomy creates a critical bottleneck for emerging scientific data, such as spatial transcriptomics, where high-dimensional vector-valued functions, e.g., gene expression, are defined on irregular, sparse manifolds. Consequently, researchers currently face a forced choice: either sacrifice single-cell resolution via voxelization to utilize image-based tools, or ignore the critical functional signal to utilize geometric tools. To resolve this dilemma, we propose Domain Elastic Transform (DET), a grid-free probabilistic framework that unifies geometric and functional alignment. By treating data as functions on irregular domains, DET registers high-dimensional signals directly without binning. We formulate the problem within a rigorous Bayesian framework, modeling domain deformation as an elastic motion guided by a joint spatial-functional likelihood. The method is fully unsupervised and scalable, utilizing feature-sensitive downsampling to handle massive atlases. We demonstrate that DET achieves 92\% topological preservation on MERFISH data where state-of-the-art optimal transport methods struggle ($<$5\%), and successfully registers whole-embryo Stereo-seq atlases across developmental stages -- a task involving massive scale and complex nonrigid growth. The implementation of DET is available on {https://github.com/ohirose/bcpd} (since Mar, 2025).


Structural Concentration in Weighted Networks: A Class of Topology-Aware Indices

arXiv.org Machine Learning

This paper develops a unified framework for measuring concentration in weighted systems embedded in networks of interactions. While traditional indices such as the Herfindahl-Hirschman Index capture dispersion in weights, they neglect the topology of relationships among the elements receiving those weights. To address this limitation, we introduce a family of topology-aware concentration indices that jointly account for weight distributions and network structure. At the core of the framework lies a baseline Network Concentration Index (NCI), defined as a normalized quadratic form that measures the fraction of potential weighted interconnection realized along observed network links. Building on this foundation, we construct a flexible class of extensions that modify either the interaction structure or the normalization benchmark, including weighted, density-adjusted, null-model, degree-constrained, transformed-data, and multi-layer variants. This family of indices preserves key properties such as normalization, invariance, and interpretability, while allowing concentration to be evaluated across different dimensions of dependence, including intensity, higher-order interactions, and extreme events. Theoretical results characterize the indices and establish their relationship with classical concentration and network measures. Empirical and simulation evidence demonstrate that systems with identical weight distributions may exhibit markedly different levels of structural concentration depending on network topology, highlighting the additional information captured by the proposed framework. The approach is broadly applicable to economic, financial, and complex systems in which weighted elements interact through networks.


Bayesian Scattering: A Principled Baseline for Uncertainty on Image Data

arXiv.org Machine Learning

Uncertainty quantification for image data is dominated by complex deep learning methods, yet the field lacks an interpretable, mathematically grounded baseline. We propose Bayesian scattering to fill this gap, serving as a first-step baseline akin to the role of Bayesian linear regression for tabular data. Our method couples the wavelet scattering transform-a deep, non-learned feature extractor-with a simple probabilistic head. Because scattering features are derived from geometric principles rather than learned, they avoid overfitting the training distribution. This helps provide sensible uncertainty estimates even under significant distribution shifts. We validate this on diverse tasks, including medical imaging under institution shift, wealth mapping under country-to-country shift, and Bayesian optimization of molecular properties. Our results suggest that Bayesian scattering is a solid baseline for complex uncertainty quantification methods.


Auto-differentiable data assimilation: Co-learning of states, dynamics, and filtering algorithms

arXiv.org Machine Learning

Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics. This paper introduces a framework for jointly learning the state, dynamics, and parameters of filtering algorithms in data assimilation through a process we refer to as auto-differentiable filtering. The framework leverages a theoretically motivated loss function that enables learning from partial, noisy observations via gradient-based optimization using auto-differentiation. We further demonstrate how several well-known data assimilation methods can be learned or tuned within this framework. To underscore the versatility of auto-differentiable filtering, we perform experiments on dynamical systems spanning multiple scientific domains, such as the Clohessy-Wiltshire equations from aerospace engineering, the Lorenz-96 system from atmospheric science, and the generalized Lotka-Volterra equations from systems biology. Finally, we provide guidelines for practitioners to customize our framework according to their observation model, accuracy requirements, and computational budget.


CoNBONet: Conformalized Neuroscience-inspired Bayesian Operator Network for Reliability Analysis

arXiv.org Machine Learning

Time-dependent reliability analysis of nonlinear dynamical systems under stochastic excitations is a critical yet computationally demanding task. Conventional approaches, such as Monte Carlo simulation, necessitate repeated evaluations of computationally expensive numerical solvers, leading to significant computational bottlenecks. To address this challenge, we propose \textit{CoNBONet}, a neuroscience-inspired surrogate model that enables fast, energy-efficient, and uncertainty-aware reliability analysis, providing a scalable alternative to techniques such as Monte Carlo simulations. CoNBONet, short for \textbf{Co}nformalized \textbf{N}euroscience-inspired \textbf{B}ayesian \textbf{O}perator \textbf{Net}work, leverages the expressive power of deep operator networks while integrating neuroscience-inspired neuron models to achieve fast, low-power inference. Unlike traditional surrogates such as Gaussian processes, polynomial chaos expansions, or support vector regression, that may face scalability challenges for high-dimensional, time-dependent reliability problems, CoNBONet offers \textit{fast and energy-efficient inference} enabled by a neuroscience-inspired network architecture, \textit{calibrated uncertainty quantification with theoretical guarantees} via split conformal prediction, and \textit{strong generalization capability} through an operator-learning paradigm that maps input functions to system response trajectories. Validation of the proposed CoNBONet for various nonlinear dynamical systems demonstrates that CoNBONet preserves predictive fidelity, and achieves reliable coverage of failure probabilities, making it a powerful tool for robust and scalable reliability analysis in engineering design.


MAGPI: Multifidelity-Augmented Gaussian Process Inputs for Surrogate Modeling from Scarce Data

arXiv.org Machine Learning

Supervised machine learning describes the practice of fitting a parameterized model to labeled input-output data. Supervised machine learning methods have demonstrated promise in learning efficient surrogate models that can (partially) replace expensive high-fidelity models, making many-query analyses, such as optimization, uncertainty quantification, and inference, tractable. However, when training data must be obtained through the evaluation of an expensive model or experiment, the amount of training data that can be obtained is often limited, which can make learned surrogate models unreliable. However, in many engineering and scientific settings, cheaper \emph{low-fidelity} models may be available, for example arising from simplified physics modeling or coarse grids. These models may be used to generate additional low-fidelity training data. The goal of \emph{multifidelity} machine learning is to use both high- and low-fidelity training data to learn a surrogate model which is cheaper to evaluate than the high-fidelity model, but more accurate than any available low-fidelity model. This work proposes a new multifidelity training approach for Gaussian process regression which uses low-fidelity data to define additional features that augment the input space of the learned model. The approach unites desirable properties from two separate classes of existing multifidelity GPR approaches, cokriging and autoregressive estimators. Numerical experiments on several test problems demonstrate both increased predictive accuracy and reduced computational cost relative to the state of the art.


Hard labels sampled from sparse targets mislead rotation invariant algorithms

arXiv.org Machine Learning

One of the most common machine learning setups is logistic regression. In many classification models, including neural networks, the final prediction is obtained by applying a logistic link function to a linear score. In binary logistic regression, the feedback can be either soft labels, corresponding to the true conditional probability of the data (as in distillation), or sampled hard labels (taking values $\pm 1$). We point out a fundamental problem that arises even in a particularly favorable setting, where the goal is to learn a noise-free soft target of the form $ฯƒ(\mathbf{x}^{\top}\mathbf{w}^{\star})$. In the over-constrained case (i.e. the number of samples $n$ exceeds the input dimension $d$) with examples $(\mathbf{x}_i,ฯƒ(\mathbf{x}_i^{\top}\mathbf{w}^{\star}))$, it is sufficient to recover $\mathbf{w}^{\star}$ and hence achieve the Bayes risk. However, we prove that when the examples are labeled by hard labels $y_i$ sampled from the same conditional distribution $ฯƒ(\mathbf{x}_i^{\top}\mathbf{w}^{\star})$ and $\mathbf{w}^{\star}$ is $s$-sparse, then rotation-invariant algorithms are provably suboptimal: they incur an excess risk $ฮฉ\!\left(\frac{d-1}{n}\right)$, while there are simple non-rotation invariant algorithms with excess risk $O(\frac{s\log d}{n})$. The simplest rotation invariant algorithm is gradient descent on the logistic loss (with early stopping). A simple non-rotation-invariant algorithm for sparse targets that achieves the above upper bounds uses gradient descent on the weights $u_i,v_i$, where now the linear weight $w_i$ is reparameterized as $u_iv_i$.


A Generalised Exponentiated Gradient Approach to Enhance Fairness in Binary and Multi-class Classification Tasks

arXiv.org Machine Learning

The widespread use of AI and ML models in sensitive areas raises significant concerns about fairness. While the research community has introduced various methods for bias mitigation in binary classification tasks, the issue remains under-explored in multi-class classification settings. To address this limitation, in this paper, we first formulate the problem of fair learning in multi-class classification as a multi-objective problem between effectiveness (i.e., prediction correctness) and multiple linear fairness constraints. Next, we propose a Generalised Exponentiated Gradient (GEG) algorithm to solve this task. GEG is an in-processing algorithm that enhances fairness in binary and multi-class classification settings under multiple fairness definitions. We conduct an extensive empirical evaluation of GEG against six baselines across seven multi-class and three binary datasets, using four widely adopted effectiveness metrics and three fairness definitions. GEG overcomes existing baselines, with fairness improvements up to 92% and a decrease in accuracy up to 14%.


Neyman-Pearson multiclass classification under label noise via empirical likelihood

arXiv.org Machine Learning

In many classification problems, the costs of misclassifying observations from different classes can be highly unequal. The Neyman-Pearson multiclass classification (NPMC) framework addresses this issue by minimizing a weighted misclassification risk while imposing upper bounds on class-specific error probabilities. Existing NPMC methods typically assume that training labels are correctly observed. In practice, however, labels are often corrupted due to measurement error or annotation, and the effect of such label noise on NPMC procedures remains largely unexplored. We study the NPMC problem when only noisy labels are available in the training data. We propose an empirical likelihood (EL)-based method that relates the distributions of noisy and true labels through an exponential tilting density ratio model. The resulting maximum EL estimators recover the class proportions and posterior probabilities of the clean labels required for error control. We establish consistency, asymptotic normality, and optimal convergence rates for these estimators. Under mild conditions, the resulting classifier satisfies NP oracle inequalities with respect to the true labels asymptotically. An expectation-maximization algorithm computes the maximum EL estimators. Simulations show that the proposed method performs comparably to the oracle classifier under clean labels and substantially improves over procedures that ignore label noise.


Time-adaptive functional Gaussian Process regression

arXiv.org Machine Learning

This paper proposes a new formulation of functional Gaussian Process regression in manifolds, based on an Empirical Bayes approach, in the spatiotemporal random field context. We apply the machinery of tight Gaussian measures in separable Hilbert spaces, exploiting the invariance property of covariance kernels under the group of isometries of the manifold. The identification of these measures with infinite-product Gaussian measures is then obtained via the eigenfunctions of the Laplace-Beltrami operator on the manifold. The involved time-varying angular spectra constitute the key tool for dimension reduction in the implementation of this regression approach, adopting a suitable truncation scheme depending on the functional sample size. The simulation study and synthetic data application undertaken illustrate the finite sample and asymptotic properties of the proposed functional regression predictor.